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An entropy divergence, D-distribution and its selected application in multivariate financial time series
Jayakumar, G. S. David Sam, (2021)
The Calculation of Multivariate Normal Probabilities Using a Re-Summed Tetrachoric Series Approximation
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Long Memory Dynamics for Multivariate Dependence Under Heavy Tails
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Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
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A unified approach to validating univariate and multivariate conditional distribution models in time series
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Testing for the Markov property in time series
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